Sentences with phrase «traditional measures of volatility»

Market crashes like the one in 2008 — 09 are more severe and more frequent than traditional measures of volatility would predict.

Not exact matches

Finally, the fund failed to outperform both the SPY and OEF in terms of traditional measures, i.e. the annualized return, volatility, alpha and beta, or Sharpe and Sortino ratios:

Although the fund beat IWD, it underperformed VIG in terms of the return, volatility, and traditional risk - adjusted measures.

Managing volatility, the traditional measure of risk, may now prevent us from achieving our investment objectives.